0.01Open0.03Pre Close100 Volume33 Open Interest45.00Strike Price100.00Turnover60.38%IV13.21%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0127Delta0.0098Gamma3455.67Leverage Ratio-0.0100Theta-0.0001Rho-43.74Eff Leverage0.0018Vega